Research output per year
Research output per year
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Dive into the research topics where Stephen Taylor is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
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A closed-form model-free implied volatility formula through delta families
Nguyen, D., Taylor, S., Cui, Z. & Kirkby, J., Jun 2021, In: Journal of Derivatives. 28, 4, p. 111-127 17 p.New Jersey Institute of Technology
Research output: Contribution to journal › Article › peer-review
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A machine learning based asset pricing factor model comparison on anomaly portfolios
Fang, M. & Taylor, S., Jul 2021, In: Economics Letters. 204, 109919.New Jersey Institute of Technology
Research output: Contribution to journal › Article › peer-review
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Graph theoretical representations of equity indices and their centrality measures
Di Cerbo, L. F. & Taylor, S., 2021, In: Quantitative Finance. 21, 4, p. 523-537 15 p.New Jersey Institute of Technology
Research output: Contribution to journal › Article › peer-review
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On equity market inefficiency during the COVID-19 pandemic
Navratil, R., Taylor, S. & Vecer, J., Oct 2021, In: International Review of Financial Analysis. 77, 101820.New Jersey Institute of Technology
Research output: Contribution to journal › Article › peer-review
Open Access -
Pricing discretely monitored barrier options under markov processes through markov chain approximation
Cui, Z. & Taylor, S., Mar 2021, In: Journal of Derivatives. 28, 3, p. 8-33 26 p.New Jersey Institute of Technology
Research output: Contribution to journal › Article › peer-review